Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
20,590 |
20,705 |
115 |
0.6% |
20,040 |
High |
20,745 |
20,770 |
25 |
0.1% |
20,770 |
Low |
20,565 |
20,650 |
85 |
0.4% |
19,965 |
Close |
20,725 |
20,755 |
30 |
0.1% |
20,755 |
Range |
180 |
120 |
-60 |
-33.3% |
805 |
ATR |
375 |
357 |
-18 |
-4.9% |
0 |
Volume |
8,575 |
7,314 |
-1,261 |
-14.7% |
56,632 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,085 |
21,040 |
20,821 |
|
R3 |
20,965 |
20,920 |
20,788 |
|
R2 |
20,845 |
20,845 |
20,777 |
|
R1 |
20,800 |
20,800 |
20,766 |
20,823 |
PP |
20,725 |
20,725 |
20,725 |
20,736 |
S1 |
20,680 |
20,680 |
20,744 |
20,703 |
S2 |
20,605 |
20,605 |
20,733 |
|
S3 |
20,485 |
20,560 |
20,722 |
|
S4 |
20,365 |
20,440 |
20,689 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,912 |
22,638 |
21,198 |
|
R3 |
22,107 |
21,833 |
20,977 |
|
R2 |
21,302 |
21,302 |
20,903 |
|
R1 |
21,028 |
21,028 |
20,829 |
21,165 |
PP |
20,497 |
20,497 |
20,497 |
20,565 |
S1 |
20,223 |
20,223 |
20,681 |
20,360 |
S2 |
19,692 |
19,692 |
20,608 |
|
S3 |
18,887 |
19,418 |
20,534 |
|
S4 |
18,082 |
18,613 |
20,312 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
20,770 |
19,965 |
805 |
3.9% |
243 |
1.2% |
98% |
True |
False |
11,326 |
10 |
20,770 |
19,165 |
1,605 |
7.7% |
464 |
2.2% |
99% |
True |
False |
20,059 |
20 |
20,990 |
19,165 |
1,825 |
8.8% |
382 |
1.8% |
87% |
False |
False |
16,619 |
40 |
20,990 |
19,165 |
1,825 |
8.8% |
311 |
1.5% |
87% |
False |
False |
12,478 |
60 |
20,990 |
19,165 |
1,825 |
8.8% |
253 |
1.2% |
87% |
False |
False |
8,325 |
80 |
20,990 |
19,165 |
1,825 |
8.8% |
205 |
1.0% |
87% |
False |
False |
6,246 |
100 |
20,990 |
18,595 |
2,395 |
11.5% |
167 |
0.8% |
90% |
False |
False |
4,997 |
120 |
20,990 |
17,585 |
3,405 |
16.4% |
139 |
0.7% |
93% |
False |
False |
4,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,280 |
2.618 |
21,084 |
1.618 |
20,964 |
1.000 |
20,890 |
0.618 |
20,844 |
HIGH |
20,770 |
0.618 |
20,724 |
0.500 |
20,710 |
0.382 |
20,696 |
LOW |
20,650 |
0.618 |
20,576 |
1.000 |
20,530 |
1.618 |
20,456 |
2.618 |
20,336 |
4.250 |
20,140 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
20,740 |
20,704 |
PP |
20,725 |
20,653 |
S1 |
20,710 |
20,603 |
|